+33.8%
NEE vs SMR
+81.4%
-47.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.3% |
| 7D | -0.5% | +13.1% | -13.6% | -1.0% |
| 30D | -1.7% | +17.8% | -19.4% | -2.4% |
| 3M | -1.8% | +8.1% | -9.9% | -2.4% |
| 6M | -8.8% | -11.1% | +2.3% | -9.1% |
| YTD | +5.2% | -23.7% | +28.9% | +5.1% |
| 1Y | +21.3% | -69.4% | +90.8% | +24.8% |
| All | +33.8% | +81.4% | -47.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling